I'm using Scikit-Learn API, XGBRegressor. I'm trying to make my model as verbose as possible. These are the parameters of the model. This is running on Kaggle kernels. df_train and df_target are pandas dataframes. model = xgb.XGBRegressor( n_estimators=2**8, max_depth=5, learning_rate=0.04, subsample=0.9, colsample_bytree=0.9, objective='reg:squarederror', booster='gbtree', importance_type='weight', tree_method='gpu_hist', silent=False, random_state=SEED ) and this is the parameters of fit(). I have to see training rmse between boosting rounds like in the LightGBM. Does XGBoost have that functionality? model.fit(df_train, df_target, eval_metric='rmse', eval_set=[(df_train, df_target)], verbose=True) Continue reading...